NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 5.055 4.950 -0.105 -2.1% 4.991
High 5.062 5.009 -0.053 -1.0% 5.062
Low 4.971 4.859 -0.112 -2.3% 4.845
Close 4.991 4.928 -0.063 -1.3% 4.991
Range 0.091 0.150 0.059 64.8% 0.217
ATR 0.156 0.156 0.000 -0.3% 0.000
Volume 1,016 806 -210 -20.7% 4,937
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.382 5.305 5.011
R3 5.232 5.155 4.969
R2 5.082 5.082 4.956
R1 5.005 5.005 4.942 4.969
PP 4.932 4.932 4.932 4.914
S1 4.855 4.855 4.914 4.819
S2 4.782 4.782 4.901
S3 4.632 4.705 4.887
S4 4.482 4.555 4.846
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5.617 5.521 5.110
R3 5.400 5.304 5.051
R2 5.183 5.183 5.031
R1 5.087 5.087 5.011 5.100
PP 4.966 4.966 4.966 4.972
S1 4.870 4.870 4.971 4.883
S2 4.749 4.749 4.951
S3 4.532 4.653 4.931
S4 4.315 4.436 4.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.062 4.845 0.217 4.4% 0.132 2.7% 38% False False 1,035
10 5.360 4.845 0.515 10.5% 0.137 2.8% 16% False False 924
20 5.550 4.845 0.705 14.3% 0.145 2.9% 12% False False 921
40 6.066 4.845 1.221 24.8% 0.154 3.1% 7% False False 972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.647
2.618 5.402
1.618 5.252
1.000 5.159
0.618 5.102
HIGH 5.009
0.618 4.952
0.500 4.934
0.382 4.916
LOW 4.859
0.618 4.766
1.000 4.709
1.618 4.616
2.618 4.466
4.250 4.222
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4.934 4.954
PP 4.932 4.945
S1 4.930 4.937

These figures are updated between 7pm and 10pm EST after a trading day.

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